Kieffer Moore and Harry Wilson gave Wales a dream start with a quickfire double inside three minutes.
Moore’s opener was timed at 37 seconds – Wales’ fastest goal since 2003 – and ended their longest scoreless streak of four games since September 2012.
Driton Camaj set up a grandstand finish such an entertaining encounter deserved, but Wales held on for three points after their opening Group B4 draw against Euro 2024 quarter-finalists Turkey.
Despite the early advantage, Wales could not rest easy in the face of a twin-pronged attack from their aggressive Montenegro hosts and the Niksic elements.
There were numerous crunching challenges on a surface that inevitably cut up after incessant rain had raised questions earlier in the day whether the game would be played.
Niksic was hosting its first men’s senior international after Podgorica’s national stadium pitch had been declared unplayable by UEFA.
It meant Wales’ 800-plus following headed just over 50 kilometres north of the Montenegrin capital to see if new boss Bellamy could build on an impressive start against Turkey.
Bellamy had promised changes after that goalless draw in Cardiff and, in the event, made five.
Leeds goalkeeper Karl Darlow, just a month short of his 34th birthday, became Wales’ oldest debutant since World War II, with Lewis Koumas and Ollie Cooper making first starts.
Moore and Chris Mepham also came in as skipper Aaron Ramsey, Brennan Johnson, Danny Ward, Jordan James and Sorba Thomas dropped out.
Montenegro recalled former Manchester City striker Stevan Jovetic, their all-time leading scorer but currently without a club at the age of 34, after their opening Nations League defeat in Iceland.
Wales ended their goal drought with the first attack as Moore pounced on pinball in the Montenegro penalty area to slot home his 13th international goal off a post.
It quickly got better for Wales as Wilson picked up Neco Williams’ pass to deliver a stunning 25-yard shot into the top corner past a startled Milan Mijatovic.
Ethan Ampadu was booked in a frenetic opening and Montenegro almost halved the deficit when Nikola Krstovic sent Stefan Mugosa’s cross inches wide.
They went even closer when Ampadu lost possession and Jovetic, spotting Darlow straying outside his area, struck the crossbar with an audacious effort from inside his own half.
Darlow made a fine close-range stop from Jovetic and as the ball broke Ben Davies displayed all his experience to retreat and deny Camaj with a superb goal-line clearance.
Johnson was introduced before the break for the limping Connor Roberts and stung Mijatovic’s palms as the hour mark approached.
Wales should have sealed matters when Wilson found Davies and his pass across the face of goal left Moore with the simplest of tap-ins, yet he blazed over from five yards.
Montenegro refused to surrender and Vladimir Jovovic struck an upright from 20 yards, with Krstovic putting over the rebound.
Darlow made an excellent save from Jovetic, earning a handshake in the process from the veteran forward, but the goal Montenegro had been threatening arrived after 73 minutes.
Krstovic raced clear and Camaj tapped home into an empty net, but late home pressure proved in vain.
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